Tu, S.; Qin, P.; Zhu, M.; Zeng, Z.; Cheng, S.; Ye, B.
Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads. Appl. Sci. 2024, 14, 3798.
https://doi.org/10.3390/app14093798
AMA Style
Tu S, Qin P, Zhu M, Zeng Z, Cheng S, Ye B.
Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads. Applied Sciences. 2024; 14(9):3798.
https://doi.org/10.3390/app14093798
Chicago/Turabian Style
Tu, Sensen, Panke Qin, Mingfu Zhu, Zeliang Zeng, Shenjie Cheng, and Bo Ye.
2024. "Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads" Applied Sciences 14, no. 9: 3798.
https://doi.org/10.3390/app14093798
APA Style
Tu, S., Qin, P., Zhu, M., Zeng, Z., Cheng, S., & Ye, B.
(2024). Multi-Step Multidimensional Statistical Arbitrage Prediction Using PSO Deep-ConvLSTM: An Enhanced Approach for Forecasting Price Spreads. Applied Sciences, 14(9), 3798.
https://doi.org/10.3390/app14093798